Transparent historical data
What Happens to Avalanche After a 30% 30-Day Correction?
Avalanche has recorded 12 completed independent occurrences in this 7-day study. The median subsequent return was -1.80% and 33.3% of outcomes finished higher.
Source: CoinGecko. Available local data: 2025-09-10 through 2026-09-16. Compare across assets → · Backtest this rule →
Outcome summary
Distribution of 7-day outcomes
| Return range | Occurrences |
|---|---|
| -17.8% to -14.6% | 1 |
| -14.6% to -11.3% | 2 |
| -11.3% to -8.0% | 1 |
| -8.0% to -4.7% | 0 |
| -4.7% to -1.4% | 2 |
| -1.4% to +1.8% | 2 |
| +1.8% to +5.1% | 1 |
| +5.1% to +8.4% | 1 |
| +8.4% to +11.7% | 2 |
All forward horizons
Click a horizon to jump the summary above to it, or a column header to re-sort this table.
| Horizon | Sample | Median | Average | Positive | Best | Worst |
|---|---|---|---|---|---|---|
| 1 days | 12 | -0.77% | -0.34% | 33.3% | 6.96% | -6.63% |
| 3 days | 12 | -1.09% | 0.34% | 41.7% | 12.91% | -6.74% |
| 7 days | 12 | -1.80% | -2.30% | 33.3% | 11.66% | -17.84% |
| 14 days | 12 | -2.54% | -3.38% | 33.3% | 10.07% | -13.53% |
| 30 days | 12 | -4.21% | -6.45% | 25.0% | 15.36% | -25.95% |
| 90 days | 10 | -29.50% | -18.77% | 30.0% | 11.86% | -40.72% |
Historical occurrences
12 independent episodes. Recent events can have incomplete longer horizons.
Filters apply to the list below only — outcome statistics above use the complete historical sample.
| Date | Trigger | Price | 1d | 3d | 7d | 14d | 30d | 90d |
|---|---|---|---|---|---|---|---|---|
| 2026-06-25 | -30.61 | $6.45 | -3.49% | -0.44% | +3.21% | +0.24% | -2.38% | — |
| 2026-06-19 | -30.63 | $6.31 | -6.63% | -3.21% | -1.31% | +7.65% | +4.07% | — |
| 2026-06-08 | -31.29 | $6.81 | -0.65% | -6.27% | -0.34% | -10.28% | -1.77% | +11.52% |
| 2026-06-06 | -30.08 | $6.72 | -0.89% | +0.63% | -2.28% | -12.33% | +2.93% | +11.86% |
| 2026-02-24 | -30.50 | $8.45 | -0.95% | +10.64% | +8.98% | +10.07% | +15.36% | +8.86% |
| 2026-02-04 | -30.46 | $9.94 | -1.92% | -6.74% | -11.97% | -7.03% | -4.96% | -7.71% |
| 2025-12-02 | -31.84 | $12.75 | +6.96% | +12.91% | +6.97% | -3.21% | -3.46% | -28.80% |
| 2025-11-26 | -31.95 | $14.18 | +5.41% | +4.78% | -3.79% | +3.11% | -14.79% | -40.36% |
| 2025-11-22 | -30.06 | $13.30 | -0.54% | +4.44% | +11.66% | -0.60% | -8.71% | -32.53% |
| 2025-11-15 | -30.94 | $15.14 | +2.53% | -4.20% | -12.12% | -1.87% | -14.86% | -40.72% |
| 2025-10-29 | -35.06 | $19.49 | +0.85% | -6.66% | -17.84% | -12.75% | -22.93% | -39.66% |
| 2025-10-17 | -30.33 | $20.96 | -4.76% | -1.74% | -8.72% | -13.53% | -25.95% | -30.20% |
Best 7-day cases
- 2025-11-22: +11.66%
- 2026-02-24: +8.98%
- 2025-12-02: +6.97%
Worst 7-day cases
- 2025-10-29: -17.84%
- 2025-11-15: -12.12%
- 2026-02-04: -11.97%
How this study works
An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -30%. Adjacent qualifying dates and the configured cooldown are grouped into one episode.
Forward return = ((price on T + horizon / price on T) − 1) × 100. Missing exact UTC dates are marked incomplete and excluded from aggregates. Percentiles use inclusive linear interpolation.